25 citations · 78 across the 16 of their papers we have counts for
5 papers · 1 filter
Smoothing effects and maximal Hölder regularity for non-autonomous Kolmogorov equations in infinite dimension
Sandra Cerrai, Alessandra Lunardi
We prove smoothing properties and optimal Schauder type estimates for a class of nonautonomous evolution equations driven by time dependent Ornstein-Uhlenbeck operators in a separa…
On the law of the minimum of the solutions to a class of unidimensional SDEs
Giuseppe Da Prato, Alessandra Lunardi, Luciano Tubaro
We prove that the law of the minimum of the solution to a one-dimensional ODE with good nonlinearity has continuous density with respect to the Lebes…
Malliavin Calculus for non Gaussian differentiable measures and surface measures in Hilbert spaces
Giuseppe Da Prato, Alessandra Lunardi, Luciano Tubaro
We construct surface measures in a Hilbert space endowed with a probability measure . The theory fits for invariant measures of some stochastic partial differential equations su…
Averaging principle for non autonomous slow-fast systems of stochastic RDEs: the almost periodic case
Sandra Cerrai, Alessandra Lunardi
We study the validity of an averaging principle for a slow-fast system of stochastic reaction diffusion equations. We assume here that the coefficients of the fast equation depend…
Surface measures in infinite dimension
Giuseppe Da Prato, Alessandra Lunardi, Luciano Tubaro
We construct surface measures associated to Gaussian measures in separable Banach spaces, and we prove several properties including an integration by parts formula.